CHAPTER XV.

LAGKANGE.

555. LAGRANGE was born at Turin in 1736, and died at

Paris in 1813. His contributions to our subject will be found to
satisfy the expectations which would be formed from his great
name in mathematics.

556. His first memoir, relating to the Theory of Probability,

is entitled Memoire sur I'utilite de la methode de prendre le milieu
entre les resultats deplusieurs observations; dans lequel on examine
les avantages de cette methode par le calcul des probabiliUs; et ou
Von rSsoud differens problSmes relatifs a cette matiere.
This memoir is published in the fifth volume of the Miscellanea
Taurinensia, which is for the years 1770—1773: the date of
publication is not given. The memoir occupies pages 167—232
of the mathematical portion of the volume.
The memoir at the time of its appearance must have been
extremely valuable and interesting, as being devoted to a most
important subject; and even now it may be read with ad-
vantage.

557. The memoir is divided into the discussion of ten pro-

blems ; by a mistake no problem is numbered 9, so that the last
two are 10 and 11.
The first problem is as follows: it is supposed that at every
observation there are a cases in which no error is made, b cases
in which an error equal to 1 is made, and b cases in which an

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 302 LAGBANGE.

error equal to — 1 is made; it is required to find the probability

that in taking the mean of n observations, the result shall be
exact.
In the expansion of [a + b (x + x'1))" according to powers of x,
find the coefficient of the term independent of x; divide this
coefficient by (a + 2h)n which is the whole number of cases that
can occur ; we thus obtain the required probability.
Lagrange exhibits his usual skill in the management of the
algebraical expansions. It is found that the probability diminishes
as n increases.

558. We may notice two points of interest in the course of

Lagrange's discussion of this problem. Lagrange arrives indirectly
at the following relation
{n{n-l)Y + f w («-l)( w -2)j* + _ _
l+n* +

_1.3.5...(2n-l)
1.2.3...n

and he says it is the more remarkable because it does not seem

easy to demonstrate it a priori.
The result is easily obtained by equating the coefficients of the
term independent of x in the equivalent expressions

(l + a 0»(l + -) , and

This simple method seems to have escaped Lagrange's notice.

Suppose we expand ; in powers of z; let the

V1 — 2az — czl
result be denoted by
1 + Atz + A./ + A3z3 + ...;

Lagrange gives as a known result a simple relation which exists

between every three consecutive coefficients; namely

. 2n — 1 - , n—1 .
An = a A.. +——cAn_„.

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 LAGRANGE. 303

This may be established by differentiation. For thus

that is
(a + cz) {1 + Axz + A/ + ... + Anz* + ...}
= (1 -2az- as*) [At + 2A%z + ...+nAnzn'1+ ...};

then by equating coefficients the result follows.

559. In the second problem the same suppositions are made

as in the first, and it is required to find the probability that the
error of the mean of n observations shall not surpass + — .
Like the first problem this leads to interesting algebraical ex-
pansions.
We may notice here a result which is obtained. Suppose we
expand [a + b (x + x'1)}" in powers of x; let the result be de-
noted by
A0 + A1 {x + x-1) + A2 {a? +x~*) +A3 {x' + x^ + . . . ;

Lagrange wishes to shew the law of connexion between the co-

efficients A0, Av A2,... This he effects by taking the logarithms
of both sides of the identity and differentiating with respect to x.
It may be found more easily by putting 2 cos 0 for x + x'1, and
therefore 2 cos rd for xr + af. Thus we have
(a + 25 cos 0)n = Ao + 2A1 cos 0 + 2A2cos 20 + 2A3 cos 30 + ...

Hence, by taking logarithms and differentiating,

rib sin 0 _ At sin 0 + 2A^ sin 20 + 3A3 sin 30 +...
a + 2bcos0~ Ao + 2Alcos0 + 2Aslcos20 + ... '

Multiply up, and arrange each side according to sines of mul-

tiples of 0; then equate the coefficients of sin r0: thus

nb {Ar_t - Ar+1] = raAr + b{(r-1) Ar_, + (r + 1) Ar+1];

therefore Ar+1 = h{n-rJl)A -raAr

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 304 LAGRANGE.

560. In the third problem it is supposed that there are a

cases at each observation in which no error is made, b cases in
which an error equal to — 1 is made, and c cases in which an error
equal to r is made ; the probability is required that the error of
the mean of n observations shall be Contained within given
limits.
In the fourth problem the suppositions are the same as in the
third problem; and it is required to find the most probable error
in the mean of n observations; this is a particular case of the
fifth problem.

561. In the fifth problem it is supposed that every observation

is subject to given errors which can each occur in a given number
of cases ; thus let the errors be p, q, r, s, ..., and the numbers of
cases in which they can occur be a, b, c,d, ... respectively. Then
we require to find the most probable error in the mean of n ob-
servations.
In the expansion of (axp + hxq + cxr +...)" let M be the coeffi-
cient of x*; then the probability that the sum of the errors is fi,
and therefore that the error in the mean is — is
n
M
(o + 6 + e + . . . ) " "
Hence we have to find the value of fi for which M is greatest.
Suppose that the error p occurs a times, the error q occurs
/3 times, the error r occurs 7 times, and so on. Then
a + /3 + 7 + =n,
pa.+ qfi + ry+ = p.
It appears from common Algebra that the greatest value of \i
is when
a n
_ &_ 1_
a b c a + b + c+... '
so that tt =pa + <fh + rc + ... _
n a + 0 + c+ ...
This therefore is the most probable error in the mean result.

562. With the notation of Art. 561, suppose that a, b, c, ...

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 LAGRANGE. 305

are not known a priori; but that a, /3, 7, ... are known by ob-
servation. Then in the sixth problem it is taken as evident that
the most probable values of a, b, c, ... are to be determined from
the results of observation by the relations
a b_ c _
« = /S = 7 = ' " '
so that the value of - of the preceding Article may be written

ft __ pa. + q@ +. ry + • • •
n a + /3 + 7 + ...
Lagrange proposes further to estimate the probability that the
values of a, b, c,... thus determined from observation do not differ
from the true values by more than assigned quantities. This is an
investigation of a different character from the others in the
memoir; it belongs to what is usually called the theory of in-
verse probability, and is a difficult problem.
Lagrange finds the analytical difficulties too great to be over-
come; and he is obliged to be content with a rude approxi-
mation.

563. The seventh problem is as follows. In an observation it

is equally probable that the error should be any one of the
following quantities —a, — (a — 1), ... — 1, 0, 1, 2 . . . / 3 ; required
the probability that the error of the mean of n observations shall
have an assigned value, and also the probability that it shall lie
between assigned limits.
We need not delay on this problem; it really is coincident
with that in De Moivre as continued by Thomas Simpson: see
Arts. 148 and 364. It leads to algebraical work of the same kind
as the eighth problem which we will now notice.

564. Suppose that at each observation the error must be

one of the following quantities — a, - (a — 1), ... 0 , 1 , ... a; and
that the chances of these errors are proportional respectively to
1, 2,... a + 1 , a,... 2, 1 : required the probability that the error in
the mean of n observations shall be equal to — .
^ n
20
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 SO 6 LAGRANGE.

We must find the coefficient of a^ in the expansion of

{x~a + 2x~a+1 + ... + ax'1 + (a + 1 ) x" + ax + ... + 2x a_1 + xa)n,
and divide it by the value of this expression when x=l, which is
the whole number of cases ; thus we obtain the required pro-
bability.
Now 1+ 2x + 3a2 + ... + (a + 1) xa + ... + 2a;sa_1 + x*a
a-xa+1^ a
(i + x+x*+... + x y=^ i_x

Hence finally the required probability is the coefficient of

x* in the expansion of
1 af"" (1 - xa+1)2n m
1
(a + l)" (1 - xfn '
that is the coefficient of a:M+na in the expansion of

^ir(i-*)-»(i-0-.
Lagrange gives a general theorem for effecting expansions, of
which this becomes an example; but it will be sufficient for our
purpose to employ the Binomial Theorem. We thus obtain for
the coefficient of xfi+na the expression

( a + iyH"2^1r- w g + /i + 1)
~2w^,(?ia+^+1~a~1)
2« (2/i - 1 ) , . , „
+ —K ' ft(wa + /t + l - 2 g - 2 )
2n (2w - 1) (2ra - 22)
i l)(|"- )^ ( n g + / t + 1 _ 3 c t _ 3 ) + . > j
where <f> (r) stands for the product
r (r + 1) ( r + 2 ) ... (r + 2n-2) ;
the series within the brackets is to continue only so long as r is
positive in <f> (»•).

565. We can see a priori that the coefficient of a? is equal

to the coefficient of x'*, and therefore when we want the former
we may if we please find the latter instead. Thus in the result of

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 LAGRANGE. 307

Art. 564, we may if we please put — fi instead of fi, without

changing the value obtained. It is obvious that this would be
a gain in practical examples as it would diminish the number
of terms to be calculated.
This remark is not given by Lagrange.

566. We can now find the probability that the error in the
mean result shall lie between assigned limits. Let us find the
probability that the error in the mean result shall lie between
and - , both inclusive. We have then to substitute in the
n n
expression of Article 564 for fi in succession the numbers
-net, -(wa-1), ...7-1, 7,
and add the results. Thus we shall find that, using 2, as is
customary, to denote a summation, we have

%<P {no. + /M + 1 ) = 5 - ^ (n<x + 7 + 1),

2/i
where ty (r) stands for
r (r + 1) (r + 2) ... (V + 2n - 1).
When we proceed to sum <£ (not. + /* — &) we must remember
that we have only to include the terms for which na + (j, — a is
positive; thus we find
%<p (not, + fi — a) = g - yfr (no. + 7 - a).

Proceeding in this way we find that the probability that the

error in the mean result will lie between and —, both in-
n n
elusive, is

+ 1N*.i2n •j1Kwx+7 + l ) - 2 » i t ( M a + 7 + l - a - l )

+ 2n(2n-l)^(wg+ty + 1 _ 2 a _ 2 )

2n(2n-l)(2n-2) , , - «\ • l
12 3 ^0i a + 7 + l - 3 a - 3 ) + ...j;
20—2

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 308 LAGRANGE.

the series within the brackets is to continue only so long as r is

positive in ty (r). We will denote this by ^ ( 7 ) .
The probability that the mean error will lie between ft and 7,
where 7 is greater than ft, is F(y) — F(ft) if we include 7 and
exclude ft; it is F(y — 1) — F(ft — 1) if we exclude 7 and include
ft; it is F(y)-F(ft-1) if we include both 7 and ft; it is
F(y — 1) -F(j3) if we exclude both 7 and ft.
It is the last of these four results which Lagrange gives.
We have deviated slightly from his method in this Article in
order to obtain the result with more clearness. Our result is
F(y — 1) — F(ft); and the number of terms in F(y-1) is de-
termined by the law that r m f (r) is always to be positive:
the number of terms in F(ft) is to be determined in a similar
manner, so that the number of terms in F (ft) is not necessarily
so great as the number of terms in F (7 — 1). Lagrange gives an
incorrect law on this point. He determines the number of terms
in F(y — 1) correctly; and then he prolongs F(ft) until it has
as many terms as F (7 — 1) by adding fictitious terms.

567. Let us now modify the suppositions at the beginning

of Art. 564 Suppose that instead of the errors — a, — (a — 1),...
we are liable to the errors — ka, — k (a. — 1), ... Then the investi-
gation in Art. 564 gives the probability that the error in the mean
result shall be equal to — ; and the investigation in Art. 566
gives the probability that the error in the mean result shall lie
between — and -— . Let a increase indefinitely and k diminish
J
n n
indefinitely, and let o.k remain finite and equal to h. Let 7 and /3
also increase indefinitely ; and let 7 = ca. and ft — ba where c and I
are finite. We find in the limit that ^ ( 7 ) ~F{f3) becomes
~ {{0 + n)m-2n{c + n- l) 2 " + 2 w ^ ~ 1 ) (c + n-2fl- ...J

~\h{(-b+n)m ~2n (&+n"1)" + 2n ? V 1~} {b+n~2)2n "•• j ;

each series is to continue only so long as the quantities which
are raised to the power 2n are positive.

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 LAGRANGE, 309

This result expresses the probability that the error in the

mean result will lie between — and — on the following hy-
pothesis ; at every trial the error may have any value between
— h and + h; positive and negative errors are equally likely;
the probability of a positive error z is proportional to h — z, and
in fact j ~ — is the probability that the error will lie be-
tween z and z + Bz.
We have followed Lagrange's guidance, and our result agrees
with his, except that he takes h = l, and his formula involves
many misprints or errors.
568. The conclusion in the preceding Article is striking. We
have an exact expression for the probability that the error in
the mean result will lie between assigned limits, on a very rea-
sonable hypothesis as to the occurrence of single errors.
Suppose that positive errors are denoted by abscissae measured
to the right of a fixed point, and negative errors by abscissae
measured to the left of that fixed point. Let ordinates be drawn
representing the probabilities of the errors denoted by the re-
spective abscissas. The curve which can thus be formed is called
the curve of errors by Lagrange ; and as he observes, the curve
becomes an isosceles triangle in the case which we have just
discussed.

569. The matter which we have noticed in Arts. 563, 564,

566, 567, 568, had all been published by Thomas Simpson, in his
Miscellaneous Tracts, 1757; he gave also some numerical illus-
trations : see Art. 371.

570. The remainder of Lagrange's memoir is very curious;

it is devoted to the solution and exemplification of one general
problem. In Art. 567 we have obtained a result for a case in
which the error at a single trial may have any value between
fixed limits; but this result was not obtained directly : we started
with the supposition that the error at a single trial must be one
of a certain specified number of errors. In other words we started
with the hypothesis of errors changing per saltum and passed on

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 310 LAGRANGE.

to the supposition of continuous errors. Lagrange wishes to solve

questions relative to continuous errors without starting with the
supposition of errors changing per saltum.
Suppose that at every observation the error must lie between i
and c; let cf> (x) dx denote the probability that the error will lie
between x and x + dx: required the probability that in n obser-
vations the sum of the errors will lie between assigned limits say
/8 and 7. Now what Lagrange effects is the following. He trans-
forms II (j>(x) (fdx> into \f(z)azdz, where f(z) is a known
function of z which does not involve a, and the limits of the
integral are known. When we say that f(z) and the limits of
z are known we mean that they are determined from the known
function § and the known limits b and c. Lagrange then says
that the probability that the sum of the errors will lie between
/3 and 7 is I f(z) dz. He apparently concludes that his readers
will admit this at once; he certainly does not demonstrate it.
We will indicate presently the method in which it seems the de-
monstration must be put.

571. After this general statement we will give Lagrange's

first example.
Suppose that <j> (x) is constant = K say; then

L
6 (x) a dx = —r >
Jb ' log a
n
_Kn(ac-a")n
therefore II (p(x)a"dx[ —
(log a)" '

Now we may suppose that a is greater than unity, and then it

may be easily shewn that

!«-l
Cy^a"dy =
J n (log a ) " '

thus if 4> (as) a" dx\ = ——- (a" - ah)n J y - V * dy.

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 LAGRANGE. 311

Let c — b = t, and expand (a" — ah)n by the Binomial Theorem ;

thus •II 4>{x) ax dxf

= P ^ - idT - ndr1 + n ^ ~ ^ aM"2( - .. .1 f V - 1 «"* «fy-

Now decompose I yn~1a~vdy into its elements; and multiply
them by the series within brackets. We obtain for the coefficient
of a1""" the expression

where the series within brackets is to continue only so long as the

quantities raised to the power n — 1 are positive.
Let nc—y = z; then dy = — dz: when i / = 0 we have z = nc,
and when y=cowe have z — — oo. Substitute nc — z for y, and
we obtain finally

1 P 0 (a;) a*<£cl = f / ( s ) a'dz,

where / (*) = - ^ - \ (no - a ) - 1 - n (ne - % - f/"1

n (n — 1) , „, ,
+ ~-2-i(«c-s-2i)"-1-.
the series within brackets being continued only so long as the
quantities raised to the power n — 1 are positive.
Lagrange then says that the probability that the sum of the
errors in n observations will lie between ft and 7 is

/,
7oo &.
572. The result is correct, for it can be obtained in another
way. We have only to carry on the investigation of the problem
enunciated in Art. 563 in the same way as the problem enunciated
in Art. 564 was treated in Art. 567; the result will be very similar
to those in Art. 567. Lagrange thus shews that his process is
verified in this example.

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 312 LAGRANGE.

573. In the problem of Art. 570 it is obvious that the sum

of the errors must lie between nb and nc. Hence f(z) ought
to vanish if z does not lie between these limits; and we can
easily shew that it does.
For if z be greater than nc there is no term at all in f(z),
for every quantity raised to the power n — 1 would be negative.
And if z be less than nb, then f{z) vanishes by virtue of the
theorem in Finite Differences which shews that the nth difference
of an algebraical function of the degree n — 1 is zero.
This remark is not given by Lagrange.

574. We will now supply what we presume would be the

demonstration that Lagrange must have had in view.
Take the general problem as enunciated in Art. 570. I t is
not difficult to see that the following process would be suitable
for our purpose. Let a be any quantity, which for convenience
we may suppose greater than unity. Find the value of the ex-
pression

\U{x^a^dx\ U${x^a**dx\ j J<j> {xn) a**dx\ ,

where the integrations are to be taken under the following

limitations; each variable is to lie between b and c, and the sum
of the variables between z and z + Sa. Put the result in the
form PcfSz ; then I Pdz is the required probability.
Now to find P we proceed in an indirect way. It follows from
our method that
t re }« ("nc

\ | $(x)axdx\ =1 Pa'dz.

But Lagrange by a suitable transformation shews that

| J" 4> (x) ax dx\" = jZlf{z) a' dz,

where z0 and z1 are known. Hence

fm Pa'dz = (*lf{z)a*dz.

It will be remembered that a may be any quantity which

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 LAGRANGE. 313

is greater than unity. We shall shew that we must then have

Suppose that z0 is less than rib, and zx greater than nc. Then
we have
rub i-nc rx
/(*) a*dz+\ {f(z) -P)a*dz'+\ /(*) a"dz = 0,
J Xa J rib J nc

for all values of a. Decompose each integral into elements; put

aSz = p. We have then ultimately a result of the following
form
a*° \T0 + TlP + Tj? +T3p*+... in inf. ...1 = 0,

where T0, Tt,... are independent of p. And p may have any

positive value we please. Hence by the ordinary method of in-
determinate coefficients we conclude that
T„=O, Tt = o, r2 = o,...
Thus •? =/(*)•
The demonstration will remain the same whatever supposition
be made as to the order of magnitude of the limits z0 and a,
compared with nb and nc.

575. Lagrange takes for another example that which we have

already discussed in Art. 567, and he thus again verifies his
new method by its agreement with the former.
He then takes two new examples; in one he supposes that
<j> (x) = K*Jc* — a?, the errors lying between — c and c ; in the
other he supposes that <f> (x) = JTcos x, the errors lying between

and
~ 2 I •

576. We have now to notice another memoir by Lagrange

which is entitled Becherches sur les suites recurrentes dont les
termes varient de plusieurs manieres diffe'rentes, ou sur I'inte'gra-
tion des equations lineaires aux differences finies et partielles; et
sur I'usage de ces equations dans la theorie des hazards.
This memoir is published in the Nouveaux Mfmoires de VAcad.
... Berlin. The volume is for the year 1775; the date of pub-

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 314 LAGRANGE.

lication is 1777. T h e memoir occupies pages 1 8 3 — 2 7 2 ; t h e a p -

plication to the Theory of Chances occupies pages 2 4 0 — 2 7 2 .

577. T h e memoir begins t h u s ;

J'ai donng dans le premier Volume des Memoires de la Socie'te' des
Sciences de Turin une mgthode nouvelle pour traiter la th6orie des suites
recurrentes, en la faisant d^pendre de l'integration des Equations lin6aires
aux differences finies. J e me proposois alors de pousser ces recherches
plus loin et de les appliquer principalement a la solution de plusieurs
problemes de latheorie des hasards; mais d'autres objets m'ayant depuis
fait perdre celui la de vue, M. de la Place m'a prevenu en grand partie
clans deux excellens Mlmoires sur les suites recurro-recurrentes, et sur
V integration des equations differentielles finies et leur usage dans la
theorie des hasards, imprimis dans les "Volumes vi et v n des M6moires
prfoentes a FAcad6mie des Sciences de Paris. J e crois cependant qu'on
peut encore ajouter quelque chose au travail de cet illustre Geometre, et
traiter le m6me sujet d'une maniere plus directe, plus simple et surtout
plus gen6rale; c'est l'objet des Eecherches que je vais donner dans ce
M6moire; on y trouvera des mSthodes nouvelles pour l'integration des
equations linfsaires aux differences finies et partielles, et l'application de
ces mgthodes a plusieurs problemes inteYessans du calcul des probability ]
mais il n'est question ici que des Equations dont les coefficiens sont con-
stants, et je reserve pour un autre Memoire l'examen de celles qui ont
des coefficiens variables.

578. "We shall not delay on t h e p a r t which relates to the

Integration of Equations ; t h e methods are simple b u t not so good
as t h a t of Generating Functions. W e proceed to t h e p a r t of the
memoir which relates to Chances.

579. T h e first problem is to find t h e chance of t h e happening

of a n event b times at least in a trials.
L e t p denote t h e chance of its h a p p e n i n g in one t r i a l ; let
yXtt denote t h e probability of its h a p p e n i n g t times in x t r i a l s ;
t h e n Lagrange p u t s down t h e equation

y*,t =pyx-i,t.i + (i -i>)ye_i,«.

H e integrates a n d determines t h e arbitrary quantities a n d t h u s
arrives a t t h e usual result.
I n a Corollary h e applies t h e same m e t h o d to d e t e r m i n e t h e

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 LAGRANGE. 315

chance that the event shall happen just b times; he starts from
the same equation and by a different determination of the arbi-
trary quantities arrives at the result which is well known,
namely,
y (1 -Py* [g
U> | a — b
Lagrange refers to De Moivre, page 15, for one solution, and
adds: mais celle que nous venons d'en donner est non seulement
plus simple, mais elle a de plus l'avantage d'etre deMuite de prin-
cipes directs.
But it should be observed that De Moivre solves the problem
again on his page 27; a,nd here he indicates the modern method,
which is self-evident. See Art. 257.
It seems curious for Lagrange to speak of his method as more
simple than De Moivre's, seeing it involves an elaborate solution
of an equation in Finite Differences.
580. Lagrange's second problem is the following:
On suppose qu'a chaque coup il puisse arriver deux eVenemens dont
les probability respectives soient p et q; et on demande le sort d'un
joueur qui parieroit d'amener le premier de ces eVenemens b fois au
moins et le second c fois au moins, en tin nombre a de coups.
The enunciation does not state distinctly what the suppositions
really are, namely that at every trial either the first event happens,
or the second, or neither of them; these three cases are mutually
exclusive, so that the probability of the last at a single trial
is 1 —p — q. It is a good problem, well solved; the solution is
presented in a more elementary shape by Trembley in a memoir
which we shall hereafter notice.
581. The third problem is the following:
Les memes choses etant supposSes que dans le Probleme ir, on de-
mande le sort d'un joueur qui parieroit d'amener, dans un nombre de
coups indlterminS, le second des deux evenemens b fois avant que le
premier fut arrivS a fois.
Let yXtt be the chance of the player when he has to obtain the
second event t times before the first event occurs x times. Then

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 316 IAGBANGE.

This leads to
, (, t(t + l) , t(t + l)(t+2) 3 ,
1 } i p +
y-« = <i J + *P + - ^j- f +^273— -
\t + x-2 )

This result agrees with the second formula in Art. 172.

582. The fourth problem is like the third, only three events
may now occur of which the probabilities are p, q, r respectively.
In a Corollary the method is extended to four events; and in
a second Corollary to any number.
To this problem Lagrange annexes the following remark :
Le Probleme dont nous venons de donner une solution trls generale
et trls simple renferme d'une maniere generale celui qu'on nomme com-
mun6ment dans l'analyse des hasards le probleme des partis, et qui
n'a encore 6t6 r6solu complettement que pour le cas de deux joueurs.
He then refers to Montmort, to De Moivre's second edition,
Problem VI, and to the memoir of Laplace.
It is very curious that Lagrange here refers to De Moivre's
second edition, while elsewhere in the memoir he always refers to
the third edition; for at the end of Problem VI. in the third
edition De Moivre does give the general rule for any number of
players. This he first published in his Miscellanea Analytica,
page 210; and he reproduced it in his Doctrine of Chances. But
in the second edition of the Doctrine of Chances the rule was not
given in its natural place as part of Problem VI. but appeared as
Problem LXIX.
There is however some difference between the solutions given
by De Moivre and by Lagrange; the difference is the same as
that which we have noticed in Art. 175 for the case of two players.
De Moivre's solution resembles the first of those which are given
in Art. 172, and Lagrange's resembles the second.
It is stated by Montucla, page 397, that Lagrange intended
to translate De Moivre's third edition into French.
583. Lagrange's fifth problem relates to the Duration of Play,
in the case in which one player has unlimited capital; this is De
Moivre's Problem LXV: see Art. 307. Lagrange gives three solu-
tions. Lagrange's first solution demonstrates the result given

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 LAGRANGE. 317

without demonstration in De Moivre's second solution; see

Art. 309. "We will give Lagrange's solution as a specimen of his
methods. We may remark that Laplace had preceded Lagrange
in the discussion of the problem of the Duration of Play. La-
place's investigations had been published in the Memoires ...par
Divers Savans, Vols. VI. and vn.
Laplace did not formally make the supposition that one player
had unlimited capital, but we arrive at this case by supposing
that his symbol i denotes an infinite number; and we shall thus
find that on page 158 of Laplace's memoir in Vol. vii. of the
Mdmoires...par Divers Savans, we have in effect a demonstration
of De Moivre's result.
We proceed to Lagrange's demonstration.

584. The probability of a certain event in a single trial isp;

a player bets that in a trials this event will happen at least
b times oftener than it fails : determine the player's chance.
Let yXit represent his chance when he has x more trials to
make, and when to ensure his success the event must happen at
least t times oftener than it fails. Then it is obvious that we re-
quire the value of ya>h.
Suppose one more trial made ; it is easy to obtain the follow-
ing equation
y*,t=zpyx-i,t-i + ( i -p) yx-i,t+i-
The player gains when t — 0 and x has any value, and he loses
when x = 0 and t has any value greater than zero ; so that y^0 — 1
for any value of x, and y0:t — 0 for any value of t greater
than 0.
Put g for 1 — p, then the equation becomes

To integrate this assume y = Aa'f?; we thus obtain

p-aj3 + qP*=: 0.
From this we may by Lagrange's Theorem expand /? in powers
of a; there will be two series because the quadratic equation
gives two values of /3 for an assigned value of a. These two
series are

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 318 LAGRANGE.

P
~at +
^ r
' +
1.2 am 1.2.3 a*"6
2
™_a^ ^ < (t- 3) / a ' " 4 f (t-4) (< - 5) p3oT
4 2'"1 + 1-2 ?* 1 2 S
<f*
If then we put in succession these values of /3' in the ex-
pression Act /6* we obtain two series in powers of a, namely,

Ap' f a " + tpqaT" + ' ^ + 2 3 ) / j V " 1 " 4 + • •

and ^ | « ^ - ^or*"- 1 + ^ = ^ p W + ! ~ 4 - . . . [ .

Either of these series then would be a solution of the equation

in Finite Differences, whatever may be the values of A and a;
so that we should also obtain a solution by the sum of any number
of such series with various values of A and a.
Hence we infer that the general solution will be

»,.=?'{/(*-<) + <re/(«- '-2)+'-Y^f<iV(z-t-i)

+
t'";y, V/i-'-«it..]
+ q-< U {x + t)-tpq<f>{x + t-2) + * ^ ~ 2 3 V g » 0 (*+ «~ 4 )
* (* - 4) (< - 5) . , , , „v )
1.2.3 JPV0(« + <-6) + - } »
Here /(a;) and $(ai) represent functions, at present arbitrary,
which must be determined by aid of the known particular values
of yXia and yoA.
Lagrange says it is easy to convince ourselves, that the con-
dition y0it = 0 when t has any value greater than 0 leads to the
following results : all the functions with the characteristic <£ must
be zero, and those with the characteristic f must be zero for all
negative values of the quantity involved. [Perhaps this will not
appear very satisfactory; it may be observed that qi will become
indefinitely great with t, and this suggests that the series which
multiplies <p should be zero.]
Thus the value of yx>t becomes a series with a finite number
of terms, namely,

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 LAGRANGE. 319

y„t =y {/(* -t) + tMf(x - t - 2) + '-^^ftfAx ~ t - 4)

1 1
the series extends to „ (x — t + 2) terms, or to ~ (a; - 1 + 1) terms,
according as x — t is even or odd.
The other condition is that yXt0 = 1, for any value of x. But if
we put ( = 0 we have yx,0=f(x). Hence f(x) = l for every
positive value of x. Thus we obtain
, L t(i + 3) , „ t (* + 4) (t + o) , , )
1 p< + p2 +
y*s =P I +m+-±r^r ? 1.2.3 • • •j •
the series is to extend to 3 (x—t + 2) terms, or to -= (x — t + 1)
terms. This coincides with the result in De Moivre's second form
of solution: see Art. 309.
585. Lagrange gives two other solutions of the problem just
considered, one of which presents the result in the same form as
De Moivre's first solution. These other two solutions by Lagrange
differ in the mode of integrating the equation of Finite Differences ;
but they need not be further examined.
586. Lagrange then proceeds to the general problem of the
Duration of Play, supposing the players to start with different
capitals. He gives two solutions, one similar to that in De
Moivre's Problem LXiil, and the other similar to that in De
Moivre's Problem LXVIII. The second solution is very remarkable;
it demonstrates the results which De Moivre enunciated without
demonstration, and it puts them in a more general form, as De
Moivre limited himself to the case of equal capitals.
587. Lagrange's last problem coincides with that given by
Daniel Bernoulli which we have noticed in Art. 417. Lagrange
supposes that there are n urns; and in a Corollary he gives some
modifications of the problem.
588. Lagrange's memoir would not now present any novelty
to a student, or any advantage to one who is in possession of the
method of Generating Functions. But nevertheless it may be read

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 320 LAGRANGE.

with ease and interest, and at the time of publication its value
must have been great. The promise held out in the introduction
that something would be added to the labours of Laplace is
abundantly fulfilled. The solution of the general problem of the
Duration of Play is conspicuously superior to that which Laplace
had given, and in fact Laplace embodied some of it subsequently
in his own work. The important pages 231—233 of the Theorie
... des Prob. are substantially due to this memoir of Lagrange's.
589. We may notice a memoir by Lagrange entitled Me-
moire sur une question concernant les annuites.
This memoir is published in the volume of the MSmoires de
VAcad.... Berlin for 1792 and 1793; the date of publication is
1798 ; the memoir occupies pages 235—246.
The memoir had been read to the Academy ten years before.
590. The question discussed is the following: A father wishes
to pay a certain sum annually during the joint continuance of his
own life and the minority of all his children, so as to ensure an
annuity to his children after his death to last until all have attained
their majority.
Lagrange denotes by A, B, C,... the value of an annuity of
one crownJbr the minority of the children A, B, 0... respectively.
Then by AB he denotes the value of an annuity of one crown
for the joint minority of two children A and B; and so on. Hence
he obtains for the value of an annuity payable as long as either
A or B is a minor,
~A + B - A~B.
Lagrange demonstrates this; but the notation renders it almost
obviously self evident.
Similarly the value of an annuity payable as long as one of
three children A, B, G remains a minor is
A + B+ C- AB- AG- BC~+ ABO.
De Moivre however had given this result in his Treatise of
Annuities on Lives, and had used the same notation for an annuity
on joint lives.
Lagrange adds two tables which he calculated from his
formulae, using the table of mortality given in the work of
Sussmilch.

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